Variable selection in generalized linear models with canonical link functions

DOI10.1016/J.SPL.2004.11.021MaRDI QIDQ2483863zbMATH OpenOpenAlexFDO

Authors Man Jin, Yixin Fang, Lincheng Zhao

Publication date 1 August 2005

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2004.11.021

zbMATH Keywords

Model selectionGeneralized linear modelCanonical link functionInformation theoretic criteria

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12)

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Cites work

• scientific article; zbMATH DE number 3945130 (Why is no real title available?)
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• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 3365044 (Why is no real title available?)
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Cox's regression model for counting processes: A large sample study
• Estimating the dimension of a model
• Law of iterated logarithm and consistent model selection criterion in logistic regression

Cited in

(14)

• Subsampling based variable selection for generalized linear models
• A Modified Akaike Criterion for Model Choice in Generalized Linear Models
• Variable selection for multivariate generalized linear models
• The consistency of variable selection for generalized linear models
• Selection consistency of EBIC for GLIM with non-canonical links and diverging number of parameters
• Law of iterated logarithm and consistent model selection criterion in logistic regression
• Generalized linear model selection using \(R^2\)
• Law of iterated logarithm and model selection consistency for generalized linear models with independent and dependent responses
• On selecting parametric link transformation families in generalized linear models
• scientific article; zbMATH DE number 3844843 (Why is no real title available?)
• Model choice for prediction in generalized linear models
• Some selection criteria for nested binary choice models: a comparative study
• Strong limit theorems on model selection in generalized linear regression with binomial respon\-ses
• Tuning parameter selector for the penalized likelihood method in multivariate generalized linear models

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